我把代码留在这里。我相信一些精通 R 的人可以帮助我解决这个问题。
#Causal Impact
#define pre and post period dates
start = "2018-01-01"
treatment = "2020-10-01"
end = "2021-06-10"
#retrieve data
#install.packages("tseries")
library(tseries)
Bitcoin <- get.hist.quote (instrument = "BTC-USD",
start = start,
end = end,
quote = "Close",
compression = "d")
Ethereum <- get.hist.quote (instrument = "ETH-USD",
start = start,
end = end,
quote = "Close",
compression = "d")
Cordana <- get.hist.quote (instrument = "ADA-USD",
start = start,
end = end,
quote = "Close",
compression = "d")
Litecoin <- get.hist.quote (instrument = "LTC-USD",
start = start,
end = end,
quote = "Close",
compression = "d")
Tether <- get.hist.quote (instrument = "USDT-USD",
start = start,
end = end,
quote = "Close",
compression = "d")
Tran <- get.hist.quote (instrument = "TRX-USD",
start = start,
end = end,
quote = "Close",
compression = "d")
EOS <- get.hist.quote (instrument = "EOS-USD",
start = start,
end = end,
quote = "Close",
compression = "d")
Dogecoin <- get.hist.quote (instrument = "DOGE-USD",
start = start,
end = end,
quote = "Close",
compression = "d")
#plotting the data
#install.packages("ggplot2")
library(ggplot2)
autoplot(Bitcoin) + xlab("time") + ylab("Bitcoin Price (BTC-USD)") + ggtitle("Bitcoin Price between 2020-01-01 and 2021-06-19") +
theme_bw() +
scale_x_date(date_breaks = "2 months") +
theme(axis.title.x = element_text(size = 14, face = "bold", vjust = -1),
axis.title.y = element_text(size = 20, face = "bold")) +
theme(plot.title = element_text(size = 8, face = "bold")) +
theme(axis.text = element_text(size = 8, face = "bold")) +
theme(axis.text.x = element_text(angle = 90, vjust = 0.5))
autoplot(Ethereum) + xlab("time") + ylab("Ethereum Price (ETH-USD)") + ggtitle("Ethereum Price between 2020-01-01 and 2021-06-19") +
theme_bw() +
scale_x_date(date_breaks = "2 months") +
theme(axis.title.x = element_text(size = 14, face = "bold", vjust = -1),
axis.title.y = element_text(size = 20, face = "bold")) +
theme(plot.title = element_text(size = 8, face = "bold")) +
theme(axis.text = element_text(size = 8, face = "bold")) +
theme(axis.text.x = element_text(angle = 90, vjust = 0.5))
autoplot(Cordana) + xlab("time") + ylab("Cordana Price (ADA-USD)") + ggtitle("Cordana Price between 2020-01-01 and 2021-06-19") +
theme_bw() +
scale_x_date(date_breaks = "2 months") +
theme(axis.title.x = element_text(size = 14, face = "bold", vjust = -1),
axis.title.y = element_text(size = 20, face = "bold")) +
theme(plot.title = element_text(size = 8, face = "bold")) +
theme(axis.text = element_text(size = 8, face = "bold")) +
theme(axis.text.x = element_text(angle = 90, vjust = 0.5))
autoplot(Litecoin) + xlab("time") + ylab("Litecoin Price (LTC-USD)") + ggtitle("Litecoin Price between 2020-01-01 and 2021-06-19") +
theme_bw() +
scale_x_date(date_breaks = "2 months") +
theme(axis.title.x = element_text(size = 14, face = "bold", vjust = -1),
axis.title.y = element_text(size = 20, face = "bold")) +
theme(plot.title = element_text(size = 8, face = "bold")) +
theme(axis.text = element_text(size = 8, face = "bold")) +
theme(axis.text.x = element_text(angle = 90, vjust = 0.5))
autoplot(Tether) + xlab("time") + ylab("Tether Price (USDT-USD)") + ggtitle("Tether Price between 2020-01-01 and 2021-06-19") +
theme_bw() +
scale_x_date(date_breaks = "2 months") +
theme(axis.title.x = element_text(size = 14, face = "bold", vjust = -1),
axis.title.y = element_text(size = 20, face = "bold")) +
theme(plot.title = element_text(size = 8, face = "bold")) +
theme(axis.text = element_text(size = 8, face = "bold")) +
theme(axis.text.x = element_text(angle = 90, vjust = 0.5))
autoplot(Tran) + xlab("time") + ylab("Tran Price (TRX-USD)") + ggtitle("Tran Price between 2020-01-01 and 2021-06-19") +
theme_bw() +
scale_x_date(date_breaks = "2 months") +
theme(axis.title.x = element_text(size = 14, face = "bold", vjust = -1),
axis.title.y = element_text(size = 20, face = "bold")) +
theme(plot.title = element_text(size = 8, face = "bold")) +
theme(axis.text = element_text(size = 8, face = "bold")) +
theme(axis.text.x = element_text(angle = 90, vjust = 0.5))
autoplot(EOS) + xlab("time") + ylab("EOS Price (EOS-USD)") + ggtitle("EOS Price between 2020-01-01 and 2021-06-19") +
theme_bw() +
scale_x_date(date_breaks = "2 months") +
theme(axis.title.x = element_text(size = 14, face = "bold", vjust = -1),
axis.title.y = element_text(size = 20, face = "bold")) +
theme(plot.title = element_text(size = 8, face = "bold")) +
theme(axis.text = element_text(size = 8, face = "bold")) +
theme(axis.text.x = element_text(angle = 90, vjust = 0.5))
series <- cbind(Dogecoin, Bitcoin, Ethereum, Cordana, Litecoin)
series <- na.omit(series)
m <- data.frame(series)
autoplot(series, facets = NULL) + xlab("time") + ylab("Price") + ggtitle("Cryptocurrencies Price between 2020-01-01 and 2021-06-19") +
theme_bw() +
scale_x_date(date_breaks = "2 months") +
theme(axis.title.x = element_text(size = 14, face = "bold", vjust = -1),
axis.title.y = element_text(size = 20, face = "bold")) +
theme(plot.title = element_text(size = 8, face = "bold")) +
theme(axis.text = element_text(size = 8, face = "bold")) +
theme(axis.text.x = element_text(angle = 90, vjust = 0.5))
#correlation check
dataset_cor <- window(series, start=start, end=end)
dataset_cor <- as.data.frame(dataset_cor)
cor(dataset_cor)
#create pre and post objects
pre.period <- as.Date(c(start, treatment))
post.period <- as.Date(c(treatment, end))
#running causal impact
#install.packages("CausalImpact")
library(CausalImpact)
impact <- CausalImpact(data = series,
pre.period = pre.period,
post.period = post.period)
我做贝叶斯因果影响。当我运行代码时，一切运行顺利，但最后出现以下错误：错误：period.indices$post.period[1] not greater than period.indices$pre.period[2]
我不明白为什么我有这个问题。请你帮助我好吗？